BNP Paribas Call 115 6MK 16.01.2026
/ DE000PC1LL18
BNP Paribas Call 115 6MK 16.01.20.../ DE000PC1LL18 /
| 11/11/2024 9:17:53 AM |
Chg.+0.060 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+11.11% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
115.00 - |
1/16/2026 |
Call |
Master data
| WKN: |
PC1LL1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-1.89 |
| Time value: |
0.62 |
| Break-even: |
121.20 |
| Moneyness: |
0.84 |
| Premium: |
0.26 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
5.72 |
| Rho: |
0.35 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.64% |
| 1 Month |
|
|
-32.58% |
| 3 Months |
|
|
-53.85% |
| YTD |
|
|
-49.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.540 |
| 1M High / 1M Low: |
1.040 |
0.540 |
| 6M High / 6M Low: |
2.670 |
0.540 |
| High (YTD): |
3/28/2024 |
2.710 |
| Low (YTD): |
11/8/2024 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.768 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.627 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.06% |
| Volatility 6M: |
|
98.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
